Senior Risk Manager

About the job

Responsibilities :

Risk Management : The candidate will be involved in all aspects of risk oversight of the US based and global portfolios as required. The candidate is expected to add value by managing and improving existing risk processes, build new processes and carry out ad-hoc analyses as required. This individual will analyze fixed income portfolios using multi-factor risk models to understand the primary drivers of risk, reasons for change in risk and correlate with portfolio positioning. The analyses may entail decomposing TEV, stress testing, P&L analysis and Value-At-Risk (VAR) measures.

BAU : The candidate is expected to manage existing BAU processes such as analyzing portfolio risk, building risk reports, setting up securities, validating security level analytics and other ad-hoc BAU tasks as they arise. The individual should be familiar with setting up various types of fixed income instruments including structured credit and derivatives in the risk system. The responsibilities also include ensuring accuracy of security and portfolio level analytics and risk exposures. The individual will need to be technically skilled in troubleshooting data quality of analytics produced by vendor or proprietary risk systems. The candidate will help build tools and models to support BAU and ad-hoc analyses.

Attributes :

To successfully perform in this role, he or she must be able to perform each essential duty satisfactorily. The requirements listed above are representative of the knowledge, skill, and / or ability required.

The chosen individual will have the title of Senior Investment Risk Analyst and report to the Head of US Investment Risk. This position is technical, detail and deadline oriented.

The individual might sometimes collaborate with the front office and will be expected roll up his / her sleeves to deliver results. The individual should be lucid and comfortable with communicating and challenging front office when necessary.

Required Qualifications :

Work Experience

7-10+ years of experience in fixed income markets; knowledge of investment attributes of fixed income securities is important. For example, candidate should be proficient with duration, OAS,

yield, and the relative importance of credit spread, interest rates on fixed income product sectors.

Experience with asset management or buy-side firms

The individual should be confident, articulate and effectively balance the dual roles of enforcing oversight while collaborating with the front office.

Exposure to US MBS and / or US Municipals is highly desirable.

Systems

Ability to construct, assess and discuss risk reports using at least one commercial risk management platform (MSCI BarraOne, Aladdin, Bloomberg, Yieldbook etc.,) is essential.

Experience with Bloomberg Terminal and Bloomberg Excel API

Data analysis and visualization using Tableau is highly desired.

The incumbent should have working knowledge of Microsoft Excel including VBA, SQL and any programming languages.

Educational

An undergraduate degree and preferably a graduate degree in economics, finance, financial engineering, mathematics or statistics.

Desired Qualifications :

A working knowledge of quantitative financial models.

Knowledge of quantitative strategies and back-testing.

Experience with managing projects and stakeholder communications.

Industry certification such as CFA or FRM.